+113.0%
COP vs VSH
+24.4%
+88.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.1% |
| 7D | -11.5% | -12.9% | +1.4% | -10.2% |
| 30D | +5.0% | -36.9% | +41.8% | +10.2% |
| 3M | +17.5% | -28.8% | +46.2% | +20.9% |
| 6M | +16.2% | -30.3% | +46.5% | +14.6% |
| YTD | +48.8% | +62.4% | -13.6% | +20.2% |
| 1Y | +64.1% | +62.5% | +1.6% | +32.2% |
| 3Y | +25.7% | +7.4% | +18.3% | +5.7% |
| All | +113.0% | +24.4% | +88.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling